answer is not 170, showing as incorrect

QUESTION 22 A 3-quarter interest rate swap (beginning at time 0) has a notional amount of 100,000. What is amount of the net settlement payment that the payer will receive at the end of the second quarter if the 1-quarter spot interest rate at the beginning of the second quarter is 0.017(a quarterly effective rate)? Years to Maturity 0.25 0.50 0.75 1.00 Zero coupon bond price 0.985 0.972 0.954 0.933 What is the risk exposure of the insurance company O a 190 Ob. 100 O c. 140 d. 120 e. 170 QUESTION 22 A 3-quarter interest rate swap (beginning at time 0) has a notional amount of 100,000. What is amount of the net settlement payment that the payer will receive at the end of the second quarter if the 1-quarter spot interest rate at the beginning of the second quarter is 0.017(a quarterly effective rate)? Years to Maturity 0.25 0.50 0.75 1.00 Zero coupon bond price 0.985 0.972 0.954 0.933 What is the risk exposure of the insurance company O a 190 Ob. 100 O c. 140 d. 120 e. 170